A. N. Shiryaev, “Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time”, Russian Math. Surveys, 51:4 (1996), 750

Citation in format AMSBIB

\Bibitem{Shi96}

\by A.~N.~Shiryaev

\paper Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time

\jour Russian Math. Surveys

\yr 1996

\vol 51

\issue 4

\pages 750--751

\mathnet{http://mi.mathnet.ru/eng/rm1010}

\crossref{https://doi.org/10.1070/RM1996v051n04ABEH002986}

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